| Trading Metrics calculated at close of trading on 30-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
4,939.0 |
4,995.0 |
56.0 |
1.1% |
4,940.0 |
| High |
5,021.0 |
5,023.0 |
2.0 |
0.0% |
5,023.0 |
| Low |
4,939.0 |
4,990.0 |
51.0 |
1.0% |
4,931.0 |
| Close |
5,004.0 |
5,001.0 |
-3.0 |
-0.1% |
5,001.0 |
| Range |
82.0 |
33.0 |
-49.0 |
-59.8% |
92.0 |
| ATR |
55.7 |
54.1 |
-1.6 |
-2.9% |
0.0 |
| Volume |
1,137 |
1,944 |
807 |
71.0% |
5,773 |
|
| Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,103.7 |
5,085.3 |
5,019.2 |
|
| R3 |
5,070.7 |
5,052.3 |
5,010.1 |
|
| R2 |
5,037.7 |
5,037.7 |
5,007.1 |
|
| R1 |
5,019.3 |
5,019.3 |
5,004.0 |
5,028.5 |
| PP |
5,004.7 |
5,004.7 |
5,004.7 |
5,009.3 |
| S1 |
4,986.3 |
4,986.3 |
4,998.0 |
4,995.5 |
| S2 |
4,971.7 |
4,971.7 |
4,995.0 |
|
| S3 |
4,938.7 |
4,953.3 |
4,991.9 |
|
| S4 |
4,905.7 |
4,920.3 |
4,982.9 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,261.0 |
5,223.0 |
5,051.6 |
|
| R3 |
5,169.0 |
5,131.0 |
5,026.3 |
|
| R2 |
5,077.0 |
5,077.0 |
5,017.9 |
|
| R1 |
5,039.0 |
5,039.0 |
5,009.4 |
5,058.0 |
| PP |
4,985.0 |
4,985.0 |
4,985.0 |
4,994.5 |
| S1 |
4,947.0 |
4,947.0 |
4,992.6 |
4,966.0 |
| S2 |
4,893.0 |
4,893.0 |
4,984.1 |
|
| S3 |
4,801.0 |
4,855.0 |
4,975.7 |
|
| S4 |
4,709.0 |
4,763.0 |
4,950.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,023.0 |
4,931.0 |
92.0 |
1.8% |
37.8 |
0.8% |
76% |
True |
False |
1,154 |
| 10 |
5,023.0 |
4,880.0 |
143.0 |
2.9% |
41.4 |
0.8% |
85% |
True |
False |
814 |
| 20 |
5,023.0 |
4,525.0 |
498.0 |
10.0% |
50.3 |
1.0% |
96% |
True |
False |
1,175 |
| 40 |
5,114.0 |
4,525.0 |
589.0 |
11.8% |
53.5 |
1.1% |
81% |
False |
False |
686 |
| 60 |
5,119.0 |
4,525.0 |
594.0 |
11.9% |
43.1 |
0.9% |
80% |
False |
False |
592 |
| 80 |
5,307.0 |
4,525.0 |
782.0 |
15.6% |
35.1 |
0.7% |
61% |
False |
False |
444 |
| 100 |
5,307.0 |
4,525.0 |
782.0 |
15.6% |
28.0 |
0.6% |
61% |
False |
False |
518 |
| 120 |
5,307.0 |
4,525.0 |
782.0 |
15.6% |
24.0 |
0.5% |
61% |
False |
False |
496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,163.3 |
|
2.618 |
5,109.4 |
|
1.618 |
5,076.4 |
|
1.000 |
5,056.0 |
|
0.618 |
5,043.4 |
|
HIGH |
5,023.0 |
|
0.618 |
5,010.4 |
|
0.500 |
5,006.5 |
|
0.382 |
5,002.6 |
|
LOW |
4,990.0 |
|
0.618 |
4,969.6 |
|
1.000 |
4,957.0 |
|
1.618 |
4,936.6 |
|
2.618 |
4,903.6 |
|
4.250 |
4,849.8 |
|
|
| Fisher Pivots for day following 30-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,006.5 |
4,994.3 |
| PP |
5,004.7 |
4,987.7 |
| S1 |
5,002.8 |
4,981.0 |
|